NYMEX Natural Gas Future September 2009


Trading Metrics calculated at close of trading on 27-Apr-2009
Day Change Summary
Previous Current
24-Apr-2009 27-Apr-2009 Change Change % Previous Week
Open 3.850 3.665 -0.185 -4.8% 4.090
High 3.889 3.734 -0.155 -4.0% 4.105
Low 3.745 3.625 -0.120 -3.2% 3.745
Close 3.767 3.724 -0.043 -1.1% 3.767
Range 0.144 0.109 -0.035 -24.3% 0.360
ATR 0.155 0.154 -0.001 -0.6% 0.000
Volume 3,337 1,696 -1,641 -49.2% 14,553
Daily Pivots for day following 27-Apr-2009
Classic Woodie Camarilla DeMark
R4 4.021 3.982 3.784
R3 3.912 3.873 3.754
R2 3.803 3.803 3.744
R1 3.764 3.764 3.734 3.784
PP 3.694 3.694 3.694 3.704
S1 3.655 3.655 3.714 3.675
S2 3.585 3.585 3.704
S3 3.476 3.546 3.694
S4 3.367 3.437 3.664
Weekly Pivots for week ending 24-Apr-2009
Classic Woodie Camarilla DeMark
R4 4.952 4.720 3.965
R3 4.592 4.360 3.866
R2 4.232 4.232 3.833
R1 4.000 4.000 3.800 3.936
PP 3.872 3.872 3.872 3.841
S1 3.640 3.640 3.734 3.576
S2 3.512 3.512 3.701
S3 3.152 3.280 3.668
S4 2.792 2.920 3.569
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.016 3.625 0.391 10.5% 0.095 2.5% 25% False True 2,797
10 4.266 3.625 0.641 17.2% 0.110 2.9% 15% False True 2,698
20 4.272 3.625 0.647 17.4% 0.122 3.3% 15% False True 2,433
40 4.860 3.625 1.235 33.2% 0.160 4.3% 8% False True 2,172
60 5.392 3.625 1.767 47.4% 0.168 4.5% 6% False True 1,869
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.020
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.197
2.618 4.019
1.618 3.910
1.000 3.843
0.618 3.801
HIGH 3.734
0.618 3.692
0.500 3.680
0.382 3.667
LOW 3.625
0.618 3.558
1.000 3.516
1.618 3.449
2.618 3.340
4.250 3.162
Fisher Pivots for day following 27-Apr-2009
Pivot 1 day 3 day
R1 3.709 3.789
PP 3.694 3.767
S1 3.680 3.746

These figures are updated between 7pm and 10pm EST after a trading day.

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